Do a web search.
"How to use filters such as ND, Lee or Cokin filters?"
You just use la, don't really understand what you mean, really.
In short, Neutral Density filters simply extend your exposure time. This is useful when you want something moving in your picture that won't usually move, i.e. since you'd freeze the action.
The most common usage of ND filters would be to give flowing water. Because it allows you to extend the exposure timing, the water will appear to be silky, rather than frozen at that very moment when you press the shutter. Another usage would be cloud trails - probably only doable at night I guess.
For GND filters - graduated neutral density filters, they allow you to attain a sort of HDR effect - if you've taken landscapes before and place a prominent object in the foreground.. You won't be able to capture the sky AND the object's details unless the sky is very, very, very dark. A GND allows you to do so, as the filter gradually increases the ND factor from top to bottom, or bottom to top, depending your situation - usually sky part will need to be relatively underexposed to bring details out.. So the darkest part will be on top most of the time lor.
For DSLR, I have only used Hoya ND and just got my Cokin P series GND a few days back.. Hoya ND is just screw on.. Cokin P series will have 3 parts - the filter holder (which is pretty generic, holds 3 filters usually, you only need one of these), an adaptor ring (you need to get more than one of these if you are planning to use the filter system on lenses of different thread size).. And the filters themselves.
You can find more information on Cokin P series (P means up to 82mm thread size, IIRC) on the Cokin website. Donch be lazy, like I always say! :nono: